+198.8%
GS vs LUNR
+62.5%
+136.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -0.3% |
| 7D | +3.4% | +6.5% | -3.1% | +3.2% |
| 30D | +0.2% | -4.4% | +4.6% | +0.3% |
| 3M | -0.3% | -47.3% | +46.9% | +0.8% |
| 6M | +27.4% | -11.1% | +38.4% | +27.1% |
| YTD | +19.6% | -3.4% | +23.0% | +19.0% |
| 1Y | +42.5% | +85.8% | -43.3% | +40.0% |
| 3Y | +240.4% | +264.7% | -24.2% | +234.4% |
| All | +198.8% | +62.5% | +136.3% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling